On some tests of the covariance matrix under general conditions

DOI10.1007/S10463-005-0010-ZMaRDI QIDQ2502129zbMATHOpenAlexFDO

Authors Jin Xu, Arjun K. Gupta

Publication date 12 September 2006

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-005-0010-z

zbMATH Keywords

Characteristic functionCovariance matrixMultiple correlation coefficientCanonical correlationTest statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cited in

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• Testing a covariance matrix: exact null distribution of its likelihood criterion
• Testing hypotheses about covariance matrices in general MANOVA designs
• scientific article; zbMATH DE number 3862216 (Why is no real title available?)
• Tests of some hypotheses on characteristic roots of covariance matrices not requiring normality assumptions.
• On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations
• An exact test for a column of the covariance matrix based on a single observation
• Optimal tests for homogeneity of covariance, scale, and shape
• Optimal rank-based tests for homogeneity of scatter
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• Testing equality between several populations covariance operators
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• The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
• Unbiased estimates for moments and cumulants in linear regression
• Testing for independence of large dimensional vectors
• Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations

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